Preheat the oven to 350°F (175°C).
Prepare a baking sheet by lining it with parchment paper.
In a mixing bowl, combine cream cheese, sugar, honey, vanilla, cinnamon, and nutmeg until smooth.
Fold in chopped walnuts into the cream cheese mixture until evenly distributed.
Layer six sheets of phyllo dough, brushing each sheet with melted butter before adding the next.
Cut the layered phyllo into squares, about 3 inches by 3 inches.
Place about a tablespoon of the cream cheese mixture in the center of each square.
Fold the corners of the phyllo squares over the filling, creating a sealed pocket.
Arrange the filled phyllo pockets on the prepared baking sheet.
Bake in the preheated oven for 20-25 minutes or until golden brown.
Drizzle with extra honey before serving, if desired.